OK well, I agree for the most part. I am probably assuming differently though, because I am working on daytrading ATS which executes around 10...
What research is that, i'd be interested. There are traders out there who have been using the same technique for 10+ years and stayed profitable....
You tried getting a holy grail ATS and gave up and then came up with some temporary strategies all in the 3 months? You haven't worked hard enough...
If you know how trading works and how strategies are built, do it yourself. I'd never put up with someone like that, and I also believe in...
For most intents and purposes, they don't need to identify them. But when they do, they look at regular changes made at regular levels. It's like...
Sounds to me like he input historical data (not sure how much of it) into his own pattern finding code and came up with those time signals. He...
Reading the OPs previous posts, he sounds like a hysterical coke user. Credibility of statement, zero. Though maybe he doesn't really understand...
ditto
Ok, that's brave to post signals for the future. But the problem is: we don't know what your TIME signals mean. In some charts they just appear in...
SINA is very volatile, liquid enough, and a higher share price means you pay relatively less commission if you have a per-share commission with...
This has been going on for a long time, not just now. Yes they track the book and know what's going on, but they only use that information when...
I'm developing my own bot for a while and I can tell you, I see those things happen mostly when it's hard to tell if a trend is being broken out...
Small bursts of activity like this happen for various reasons, and there are many possibilities: -HFT sees the book evaporating and tries to...
Strategy evolution is a noisy business. Here's why: at least when systems for daytrading are concerned (avg 10 trades per day), you may tweak your...
I coded a system almost identical to this one as my first one back when I was using NinjaTrader. It didn't work on backtesting. What it needs is...
Thanks ids, that was useful info, and good to know.
I'm from Europe. I don't like the sound of that, but it makes sense. Why doesn't USA join the EU, that would be nice. Oh no, wait... Seriously...
Hey the Greek PM just sacked all of the military. Maybe they re-organize and do a coup like they did a few decades ago. That should help towards a...
Telling that to people who lost with MFG isn't going to make them feel any better. Show some sympathy? I still think somehow someday some of the...
Thanks for the replies. So it seems it's a bit of a matter of luck (whenever IB feels they should transfer) as to what's in a securities vs...
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